Del i serien Springer Series in Synergetics

Asymptotic Methods for the Fokker-Planck Equation and the Exit Problem in Applications

Inbunden, Engelska, 1999

AvJohan Grasman,van Herwaarden, Onno A.

719 kr

Beställningsvara. Skickas inom 10-15 vardagar. Fri frakt för medlemmar vid köp för minst 249 kr.

Finns i fler format (1)

Häftad

719 kr

Skickas inom 10-15 vardagar

Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.

Produktinformation

Utgivningsdatum1999-03-08
Mått156 x 234 x 18 mm
Vikt524 g
FormatInbunden
SpråkEngelska
SerieSpringer Series in Synergetics
Antal sidor220
Upplaga1999
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783540644354

Tillhör följande kategorier

I The Fokker—Planck Equation.- 1. Dynamical Systems Perturbed by Noise: the Langevin Equation.- 2. The Fokker—Planck Equation: First Exit from a Domain.- 3. The Fokker—Planck Equation: One Dimension.- II Asymptotic Solution of the Exit Problem.- 4. Singular Perturbation Analysis of the Differential Equations for the Exit Probability and Exit Time in One Dimension.- 5. The Fokker—Planck Equation in Several Dimensions: the Asymptotic Exit Problem.- III Applications.- 6. Dispersive Groundwater Flow and Pollution.- 7. Extinction in Systems of Interacting Biological Populations.- 8. Stochastic Oscillation.- 9. Confidence Domain, Return Time and Control.- 10. A Markov Chain Approximation of the Stochastic Dynamical System.- Literature.- Answers to Exercises.- Author Index.

Mer från samma författare

Del 63

Asymptotic Methods for Relaxation Oscillations and Applications

Johan Grasman

Häftad, 1987

719 kr

Mer från samma serie

Synergetic Computers and Cognition

Hermann Haken

Inbunden, 2004

739 kr

Stochastic Chemical Kinetics

Péter Érdi, Gábor Lente, Péter Érdi, Gábor Lente

Inbunden, 2014

719 kr

Stochastic Chemical Kinetics

Péter Érdi, Gábor Lente

Häftad, 2016

719 kr

Predictability of Chaotic Dynamics

Juan C. Vallejo, Miguel A. F. Sanjuan

Inbunden, 2019

719 kr

Predictability of Chaotic Dynamics

Juan C. Vallejo, Miguel A. F. Sanjuan

Häftad, 2020

719 kr

Determinism and Self-Organization of Human Perception and Performance

Till Frank

Inbunden, 2019

2 429 kr

Determinism and Self-Organization of Human Perception and Performance

Till Frank

Häftad, 2020

2 429 kr

Synergetic Cities: Information, Steady State and Phase Transition

Hermann Haken, Juval Portugali

Inbunden, 2021

2 429 kr

Synergetic Cities: Information, Steady State and Phase Transition

Hermann Haken, Juval Portugali

Häftad, 2022

2 429 kr

Wavelets in Neuroscience

Alexander E. Hramov, Alexey A. Koronovskii, Valeri A. Makarov, Vladimir A. Maksimenko, Alexey N. Pavlov, Evgenia Sitnikova

Inbunden, 2021

2 429 kr

Du kanske också är intresserad av